Quantitative Risk Management Analyst
DTI

Chicago, Illinois

Posted in IT


This job has expired.

Job Info


Job Description

DTI has an immediate need for a Quantitative Risk Mananagement Analyst for a 1yr contract in Chicago, Illinois.

Must work on our W2
Hybrid onsite schedule

Quantitative Risk Management Analyst


Candidate will assist the Clearing Department on day-to-day activities in support of quant risk team. The Quantitative Risk Team in the Risk Management Department is responsible for developing, analyzing, and back-testing models for clearing initiatives.

Principal Accountabilities :
Daily responsibilities include code release testing, historical data validation, margin and stress testing model validation, and portfolio back-testing. The candidate must have the ability to efficiently, effectively, and independently conduct research, analyze problems, formulate and implement solutions, and produce high quality results on time.

Skills / Software Requirements :

  • Strong quantitative and analytical background.
  • Excellent programming, communication, and documentation skills.
  • Knowledge of financial markets.
  • Knowledge in advanced quantitative risk modeling and knowledge of statistical models in risk management preferred.
  • Knowledge in advanced derivatives modeling and knowledge of volatility models preferred.
  • Experience with programming languages such as C++/C#, R, VBA, and SQL is also required.
  • Preference will be given to candidates who can demonstrate the best practices in developing risk models like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc.
Education :
  • Bachelor or Master's in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline.


This job has expired.

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